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Influence diagnostics in the varying coefficient model with longitudinal data

โœ Scribed by Whasoo Bae; Soonyoung Hwang; Choongrak Kim


Publisher
Springer
Year
2007
Tongue
English
Weight
219 KB
Volume
23
Category
Article
ISSN
0943-4062

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The maximum likelihood estimator (MLE) of the correlation coefficient and its asymptotic properties are well-known for bivariate normal data when no observations are missing. The situation in which one of the two variates is not observed in some of the data is examined herein. The MLE of the correla